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Ouster, Inc. Common Stock OUST

i

Market datapartial · fetched 2026-11-06T22:27:54.086Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-06T22:20:47.358461762Z

FundamentalsAlpha Vantage · unavailable

Share price$34.75
1D+9.6%
AH$31.41$32.32$33.23$34.14$35.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOUST
Sold putSold callAH

Ouster, Inc. Common Stock options

Live interpolated OUST call and put midpoint premiums by absolute delta.Ouster, Inc. Common Stock$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEOUST PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend132.07%
Daily close
OUST75.2%105.7%136.3%2026-08-10: 109.88%2026-08-11: 115.19%2026-08-12: 111.54%2026-08-13: 116.46%2026-08-14: 104.35%2026-08-17: 109.34%2026-08-18: 108.20%2026-08-19: 101.60%2026-08-20: 100.77%2026-08-21: 96.02%2026-08-24: 99.94%2026-08-25: 97.69%2026-08-26: 94.24%2026-08-27: 97.00%2026-08-28: 87.11%2026-08-31: 84.58%2026-09-01: 85.68%2026-09-02: 83.16%2026-09-03: 87.25%2026-09-04: 79.42%2026-09-08: 89.84%2026-09-09: 87.14%2026-09-10: 93.35%2026-09-11: 83.35%2026-09-14: 85.94%2026-09-15: 88.23%2026-09-16: 89.36%2026-09-17: 85.30%2026-09-18: 80.23%2026-09-21: 83.97%2026-09-22: 86.61%2026-09-23: 85.45%2026-09-24: 88.29%2026-09-25: 87.67%2026-09-28: 87.00%2026-09-29: 92.03%2026-09-30: 91.47%2026-10-01: 91.52%2026-10-02: 83.12%2026-10-05: 87.88%2026-10-06: 85.92%2026-10-07: 85.41%2026-10-08: 86.03%2026-10-09: 82.63%2026-10-12: 92.43%2026-10-13: 88.31%2026-10-14: 92.52%2026-10-15: 94.45%2026-10-16: 99.40%2026-10-19: 102.09%2026-10-20: 101.21%2026-10-21: 106.95%2026-10-22: 110.98%2026-10-23: 107.68%2026-10-26: 116.29%2026-10-27: 115.48%2026-10-28: 120.76%2026-10-29: 120.81%2026-10-30: 132.07%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
109.88%
115.19%
111.54%
116.46%
104.35%
109.34%
108.20%
101.60%
100.77%
96.02%
99.94%
97.69%
94.24%
97.00%
87.11%
84.58%
85.68%
83.16%
87.25%
79.42%
89.84%
87.14%
93.35%
83.35%
85.94%
88.23%
89.36%
85.30%
80.23%
83.97%
86.61%
85.45%
88.29%
87.67%
87.00%
92.03%
91.47%
91.52%
83.12%
87.88%
85.92%
85.41%
86.03%
82.63%
92.43%
88.31%
92.52%
94.45%
99.40%
102.09%
101.21%
106.95%
110.98%
107.68%
116.29%
115.48%
120.76%
120.81%
132.07%